SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure

DOI10.1016/J.JSPI.2022.11.002MaRDI QIDQ6101690zbMATH OpenFDO

Authors Helen da Silva Costa Benaduce, Guilherme Pumi

Publication date 20 June 2023

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JSPI.2022.11.002

zbMATH Keywords

dynamic modelsgeneralized linear modelslong range dependent processessymmetric distributiontime series analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(6)

• SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution
• Unit-Weibull autoregressive moving average models
• Bayesian analysis of beta autoregressive moving average models
• Order selection in GARMA models for count time series: a Bayesian perspective
• Positive time series regression models: theoretical and computational aspects
• A Matsuoka-based GARMA model for environmental and energy systems: theory, estimation, and applications

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